Assume I have a little bit of knowledge in topology and I want to prove, in a full formal way, that the probability of a continuous function, say on the interval $ [0,1]$ to be differentiable, say in at least one dot, is zero.
I guess what would be require is the following:
- Prove that the set of all function on $ [0,1]$ which is differentiable at least in one point, is a meager set, or first category Baire set. (I am familier with Baire Category Theorem so if this is an easy consequence I'd be happy to see).
2.Define some suitable probability measure on the space of continuous functions on $ [0,1]$ .
3.Prove that first categroy Baire sets happen to occur with probability 0.
Is there a published proof somewhere? Is it easy to prove following the steps I mentioned?
Thanks in advance.